+19.5%
VCIT vs ILMN
+33.7%
-14.2%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | 0.0% |
| 7D | -0.3% | +1.2% | -1.6% | -0.4% |
| 30D | -0.8% | +9.2% | -9.9% | -1.0% |
| 3M | -1.0% | +29.8% | -30.9% | -1.8% |
| 6M | -1.8% | +69.2% | -71.0% | -3.4% |
| YTD | -0.7% | +66.4% | -67.1% | -2.3% |
| 1Y | +1.0% | +123.4% | -122.4% | -1.6% |
| All | +19.5% | +33.7% | -14.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling